How to build custom models in PROC TSMODEL

[ankush2301]

Hi,

I want to decompose the historical sales into S_level, S_slope, S_irregular,S_season in PROC TS model UCM model (very similar to OutComponent output while executing PROC UCM).  Can someone please let me know how we can give options for extracting out component while executing UCM through PROC TS MODEL in SAS VIYA 8.3.

Any help will be highly appreciated.

THanks

Ankush Porwal

[rajib_nath]

Hi Ankush,

you may need to use the TSM package with TSMODEL. Directing to the link of UCMSpec object - https://go.documentation.sas.com/?docsetId=castsp&docsetTarget=castsp_tsm_sect097.htm&docsetVersion=...

Hope this helps. Regards,